+47.9%
WULF vs HUT
+221.4%
-173.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -7.1% | +3.9% | -0.7% |
| 7D | +11.0% | +9.3% | +1.6% | +7.6% |
| 30D | +9.4% | -23.1% | +32.5% | +20.1% |
| 3M | -22.6% | -30.6% | +8.0% | -11.4% |
| 6M | -45.4% | -46.9% | +1.4% | -30.9% |
| YTD | +9.8% | +25.3% | -15.5% | +4.4% |
| 1Y | +8.0% | +59.8% | -51.8% | -6.0% |
| 3Y | +1,149.5% | +467.2% | +682.3% | +734.8% |
| 5Y | -55.6% | -24.6% | -30.9% | -66.9% |
| All | +47.9% | +221.4% | -173.6% | -0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded HUT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling